Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15/07/2024 | 1.22% | 1.23 CHF | 1.25 CHF | 50,000 | 25,000 | 42,842 | 25,000 | 53,852 CHF | 31,851 CHF | 98.73% | 98.73% |
12/07/2024 | 1.24% | 1.23 CHF | 1.25 CHF | 50,000 | 25,000 | 50,000 | 25,000 | 60,528 CHF | 30,642 CHF | 99.38% | 99.38% |
11/07/2024 | 1.29% | 1.32 CHF | 1.33 CHF | 40,000 | 25,000 | 40,000 | 25,000 | 52,467 CHF | 33,217 CHF | 98.76% | 98.76% |
10/07/2024 | 1.27% | 1.29 CHF | 1.31 CHF | 40,000 | 25,000 | 40,279 | 25,000 | 51,096 CHF | 32,123 CHF | 100.00% | 100.00% |
09/07/2024 | 1.28% | 1.21 CHF | 1.23 CHF | 50,000 | 25,000 | 41,521 | 25,000 | 52,971 CHF | 32,353 CHF | 99.78% | 99.78% |
08/07/2024 | 1.31% | 1.21 CHF | 1.23 CHF | 50,000 | 25,000 | 42,202 | 25,000 | 53,166 CHF | 31,953 CHF | 99.79% | 99.79% |
05/07/2024 | 1.18% | 1.41 CHF | 1.43 CHF | 40,000 | 25,000 | 40,000 | 25,000 | 57,266 CHF | 36,217 CHF | 99.62% | 99.62% |
04/07/2024 | 1.09% | 1.53 CHF | 1.55 CHF | 40,000 | 25,000 | 40,000 | 25,000 | 61,212 CHF | 38,677 CHF | 100.00% | 100.00% |
03/07/2024 | 1.14% | 1.53 CHF | 1.55 CHF | 40,000 | 25,000 | 40,000 | 25,000 | 60,524 CHF | 38,259 CHF | 99.73% | 99.73% |
02/07/2024 | 1.08% | 1.41 CHF | 1.43 CHF | 40,000 | 25,000 | 40,000 | 25,000 | 56,462 CHF | 35,673 CHF | 99.96% | 99.96% |